Analytics Manager

About the Role

We are seeking an experienced and results-driven Credit Risk Analytics Manager to lead our Credit Risk & Analytics function. This role is ideal for a seasoned professional with strong expertise in credit risk modeling, portfolio analytics, and data-driven strategy within the banking sector.

The role will take ownership of credit risk model development and validation, oversee analytics-driven strategy formulation, and provide leadership in building scalable analytics capabilities. You will work closely with senior stakeholders to influence credit policy, risk appetite, and business growth through advanced analytics.

Key Responsibilities

• Lead the development, enhancement, and governance of credit risk models (PD, with exposure to LGD/EAD preferred)
• Oversee end-to-end model lifecycle management: data sourcing, EDA, feature engineering, model development, validation, deployment, and monitoring
• Ensure compliance with model risk management standards and regulatory requirements
• Translate analytical insights into actionable credit strategies (cut-offs, risk-based pricing, limit setting, segmentation)
• Drive portfolio analytics to identify emerging risk trends, early warning signals, and optimization opportunities
• Provide strategic analytics support across customer lifecycle: Acquisition, Marketing, Behavioral, and Collections
• Mentor and guide junior analysts; contribute to capability building within the analytics team
• Collaborate with Credit, Risk, IT, and Business teams to ensure seamless model implementation and data integrity
• Engage with external vendors and partners for model validation, benchmarking, and deployment
• Develop executive-level dashboards, reports, and presentations for senior leadership and risk committees

Qualifications & Requirements

• Bachelor’s or Master’s degree in Statistics, Mathematics, Economics, Engineering, Data Science, or a related quantitative field
• ~7+ years of analytics experience, with at least 5 years in Credit Risk Analytics and Model Development/Validation
• Mandatory: Strong banking and credit risk domain experience
• Proven hands-on experience in credit risk modeling (PD models required; LGD/EAD is a strong advantage)
• Solid experience in portfolio analytics, risk strategy development, and credit policy support
• Proficiency in analytical tools and programming languages such as Python, R, SAS, and SQL
• Strong understanding of model validation frameworks, regulatory standards, and model governance
• Experience working with large datasets and building scalable analytical solutions
• Excellent stakeholder management and communication skills, with the ability to translate complex analytics into business insights